+111.7%
PENG vs SNY
+7.6%
+104.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +7.3% | -3.6% | +10.9% | +8.1% |
| 30D | -7.5% | -1.4% | -6.0% | -7.3% |
| 3M | -17.2% | -4.2% | -13.0% | -16.8% |
| 6M | +176.7% | +2.0% | +174.8% | +172.3% |
| YTD | +161.0% | -6.7% | +167.7% | +163.0% |
| 1Y | +108.8% | -4.7% | +113.5% | +108.8% |
| 3Y | +109.8% | -8.1% | +117.9% | +108.1% |
| 5Y | +111.7% | +8.2% | +103.5% | +90.3% |
| All | +111.7% | +7.6% | +104.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling